Grey hair can be less absorbent of the color and can be more brittle and prone to breakage. Using a darker, more penetrating color is a good idea, and taking good care to treat your hair with a deeply moisturizing conditioner every once in a while will help a lot.
The first thing you should know is not to color your grey hair at home. Grey hair needs a specific strength of color because grey hair lacks melanin so I would recommend you get it colored at a salon. Styling grey hair takes great care too because the texture is much more coarse.
Grey hair tends to be more coarse than non grey hair and will take longer for the hair color to process. While non grey hair may take 20 minutes to process grey hair will take at least 30. When styling grey hair stay away from sleek styles as the hair is coarse and tends to curl up.
It's harder to color grey hair with a blond or lighter shade. When you use a darker color, black, or brunette, it's easier to get the color to stick and not have grey show through. I would advise a salon with all coloring.